+639.5%
CEG vs Z
-36.1%
+675.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.2% |
| 7D | +8.0% | -3.0% | +11.0% | +8.5% |
| 30D | +12.9% | -4.2% | +17.1% | +13.5% |
| 3M | +13.2% | -3.7% | +16.9% | +13.2% |
| 6M | -7.0% | -24.5% | +17.5% | -3.1% |
| YTD | -15.0% | -49.3% | +34.3% | -5.6% |
| 1Y | -2.7% | -58.7% | +55.9% | +11.4% |
| 3Y | +184.1% | -34.1% | +218.2% | +194.4% |
| All | +639.5% | -36.1% | +675.6% | +629.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling